On total progeny of multitype Galton-Watson process and the first passage time of random walk on lattice (Q477930)
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English | On total progeny of multitype Galton-Watson process and the first passage time of random walk on lattice |
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On total progeny of multitype Galton-Watson process and the first passage time of random walk on lattice (English)
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10 December 2014
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Let \((Z_n)_{n=0}^\infty\) \ be a multitype Galton-Watson process, \(Y_n:=\sum_{i=0}^n Z_i\), \(n\in\{0,1,2,\ldots\}\), be the total progeny of the first \(n\) generations, and \(Y:=\lim_{n\to\infty} Y_n\) be the total progeny of the branching process. First, provided that the branching process in question is extinct, the author shows that the sequence of generating functions of \(Y_n\), \(n\in\{0,1,2,\ldots\}\), is pointwise convergent, and the limit is the generating function of \(Y\) satisfying some functional equation. As applications of this result, the author studies two special 2-type branching processes that are connected with the so-called random walk with stay and with the (2-1)-random walk, respectively. Due to the fact that the hitting time of \(1\) for these random walks can be expressed explicitly in terms of the total progeny of the corresponding 2-type branching process, the author describes the generating function of the first hitting time of \(1\) as well, and in the case of a random walk with stay with some special parameters, the tail behavior of the first hitting time in question is also analyzed.
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multitype Galton-Watson process
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branching process
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total progeny
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random walk
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first passage time
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hitting time
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